12
H index
18
i10 index
488
Citations
John L. Glascock : Citation Profile
University of Connecticut (90% share) | RESEARCH PRODUCTION: 32 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
29 years (1984 - 2013). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John L. Glascock. | Is cited by:
| Cites to:
|
Main data
Where John L. Glascock has published?
| Journals with more than one article published | # docs |
|---|---|
| The Journal of Real Estate Finance and Economics | 15 |
| The Financial Review | 5 |
| Real Estate Economics | 3 |
| Journal of Real Estate Research | 2 |
Recent works citing John L. Glascock (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618. Full description at Econpapers || Download paper |
| 2024 | Geopolitical risk and the dynamics of REITs returns. (2024). Desfleurs, Aurelie ; Coen, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004677. Full description at Econpapers || Download paper |
| 2024 | Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027. Full description at Econpapers || Download paper |
| 2023 | Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market. (2023). Tsai, Ming Shann ; Chiang, Shu Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:425-439. Full description at Econpapers || Download paper |
| 2023 | Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020. (2023). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:12-:d:1024581. Full description at Econpapers || Download paper |
| 2023 | Anomalies in U.S. REIT Returns: Evidence for and against the Q-theory. (2023). Zhang, Ying ; Phengpis, Chanwit ; Prombutr, Wikrom. In: International Real Estate Review. RePEc:ire:issued:v:26:n:01:2023:p:43-71. Full description at Econpapers || Download paper |
| 2023 | Long-Run Renewal of REIT Property Portfolio Through Strategic Divestment. (2023). Asami, Yasushi ; Ong, Seow Eng ; Suzuki, Masatomo ; Shimizu, Chihiro. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09895-z. Full description at Econpapers || Download paper |
| 2023 | Medical Service Quality and Office Rent Premiums: Reputation Spillovers. (2023). Smith, Brent C ; Goodman, Allen C. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09855-z. Full description at Econpapers || Download paper |
| 2023 | Common risk factors and risk–return trade-off for REITs and treasuries. (2023). Tewari, Manish ; ben Bouheni, Faten. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00309-0. Full description at Econpapers || Download paper |
Works by John L. Glascock:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1984 | Rate-of-Return Attrition and Inflation-Induced Penalties in Public Utility Common Stocks In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
| 1989 | Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square. In: The Financial Review. [Citation analysis] | article | 15 |
| 1992 | Testing Beta Stationarity across Bond Rating Changes. In: The Financial Review. [Citation analysis] | article | 19 |
| 1994 | Common Stock Returns in Corporate Takeover Bids: The Case of Brokerage House Acquisitions. In: The Financial Review. [Citation analysis] | article | 3 |
| 1995 | Voting Rights and Market Reaction to Dual Class Common Stock Issues. In: The Financial Review. [Citation analysis] | article | 2 |
| 1996 | A Test for Price Pressure Effects in Tender Offer Stock Repurchases. In: The Financial Review. [Citation analysis] | article | 2 |
| 1990 | An Analysis of Office Market Rents: Some Empirical Evidence In: Real Estate Economics. [Full Text][Citation analysis] | article | 29 |
| 1991 | The Gains from Corporate Selloffs: The Case of Real Estate Assets In: Real Estate Economics. [Full Text][Citation analysis] | article | 12 |
| 1993 | Owner Tenancy as Credible Commitment under Uncertainty In: Real Estate Economics. [Full Text][Citation analysis] | article | 4 |
| 1995 | Signaling with Convertible Debt In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 25 |
| 1991 | Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 1 |
| 2011 | An analysis of failed takeover attempts and merger cancellations In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 3 |
| 1989 | An Analysis of the Acquisition and Disposition of Real Estate Assets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 11 |
| 1993 | An Analysis of Office Market Rents: Parameter Constancy and Unobservable Variables In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 2 |
| 1996 | A Reexamination of Corporate Sell-Offs of Real Estate Assets. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 6 |
| 1998 | Mortgage Loan Rates and Deposit Costs: Are They Reliably Linked? In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 3 |
| 1998 | Analysis of REIT IPOs Using a Market Microstructure Approach: Anomalous Behavior or Asset Structure. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 10 |
| 2000 | Further Evidence on the Integration of REIT, Bond, and Stock Returns. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 117 |
| 2000 | Introduction to the Special Issue: The Maturation of a Developing Industry: REITs in the 1990s. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
| 2002 | REIT Returns and Inflation: Perverse or Reverse Causality Effects? In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 42 |
| 2004 | The Riskiness of REITs Surrounding the October 1997 Stock Market Decline In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 30 |
| 1989 | Real Estate Returns, Money and Fiscal Deficits: Is the Real Estate Market Efficient? In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 24 |
| 2007 | The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 11 |
| 2008 | Momentum Profitability and Market Trend: Evidence from REITs In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 25 |
| 2010 | Volatilities and Momentum Returns in Real Estate Investment Trusts In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 27 |
| 2013 | Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 10 |
| 1991 | Market Conditions, Risk, and Real Estate Portfolio Returns: Some Empirical Evidence. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 17 |
| 1993 | On the Real Estate Market Efficiency. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 12 |
| 1994 | On the Supply of Landlord Labor in Small Real Estate Rental Firms. In: The Journal of Real Estate Finance and Economics. [Citation analysis] | article | 0 |
| 1995 | The Formation of Public Utility Holding Companies and Their Subsequent Diversification Activity. In: Journal of Regulatory Economics. [Citation analysis] | article | 1 |
| 2005 | Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 24 |
| 1988 | Equity Return Behavior Around the Formation of Insurance Captives In: Journal of Insurance Issues. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team